Guided by social cognitive theory (SCT), we investigated whether exercise self-regulatory efficacy beliefs can be activated nonconsciously in individuals experienced and inexperienced in exercise self-regulation, and whether these beliefs are automatically associated with exercise self-regulation processes. The study used a 2 (Exercise Self-Regulation Experience Group) × 3 (Prime Condition) between-subjects design in which individuals experienced and inexperienced in exercise self-regulation were randomly assigned to receive subliminal, supraliminal, or no priming of exercise self-regulatory efficacy beliefs. Participants completed hypothetical diary entries, which were assessed for exercise self-regulatory efficacy and self-regulation expressions using content analyses with a SCT coding system and the Linguistic Inquiry and Word Count (LIWC) text analysis program. For both exercise self-regulation experience groups, self-efficacy priming led to more expressions of low exercise self-regulatory efficacy and dysfunctional exercise self-regulation strategies compared with the control prime. For participants experienced in exercise self-regulation, supraliminal priming (vs. control priming) led to more expressions of high exercise self-regulatory efficacy and functional exercise self-regulation strategies. For the experienced groups, priming led to automaticity of exercise expressions compared with the control condition. For inexperienced participants in the subliminal prime condition, priming led to automaticity of self-regulatory efficacy beliefs and work-related goals compared with the control condition. Automatic activation of exercise self-regulatory efficacy and exercise self-regulation processes suggests that self-regulation of exercise behavior can occur nonconsciously.